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Information about:
Christopher Andrew Coleman-Fenn

Personal Details | Affiliation | Works
This is information that was supplied by Christopher Coleman-Fenn in registering through RePEc. If you are Christopher Andrew Coleman-Fenn , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Christopher
Middle Name: Andrew
Last Name: Coleman-Fenn
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RePEc Short-ID: pco465

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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ralf Becker & Adam Clements & Christopher Coleman-Fenn, 2009. "Forecast performance of implied volatility and the impact of the volatility risk premium," NCER Working Paper Series 45, National Centre for Econometric Research. [Downloadable!]

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2009-09-26 Author is listed
  2. NEP-FOR: Forecasting (1) 2009-09-26 Author is listed
  3. NEP-PKE: Post Keynesian Economics (1) 2009-09-26 Author is listed
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This page was last updated on 2009-11-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.